Regularization Methods for Hierarchical Programming
Abstract
Daniel Cortild is going to talk about: 'Regularization Methods for Hierarchical Programming'
We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and equilibrium selection problems. In a real Hilbert space setting, we combine a Tikhonov regularization and a proximal penalization to develop a flexible double-loop method for which we prove asymptotic convergence and provide rate statements in terms of gap functions. Our method is flexible, and effectively accommodates a large class of structured operator splitting formulations for which fixed-point encodings are available.
Joint work with Meggie Marschner, and Mathias Staudigl (University of Mannheim)
Space, time and Shakespeare - Paul Glendinning